Calculating Currency Swaps with Continuous Compounding complex, question, valuation, attention, continuous

therecruit

For those of you that are through the last book, how many of you can comfortably solve a relatively complex valuation question on swap market value from start to finish? ie. Currency swap with continuous compounding and valuing as of a date other than maturity and inception.

Questions like these seem to take a lot of time. And demand great attention to tiny nuances. Just curious if people are all experts on derivatives already.

maryli

^ also drop me an email if you ever have a derivatives question

i will be glad to go over it with you and make sure you get it.

I am trying to stay off AF..

nomojunk@live.com

liquidity

not to brag but i am an expert already...

how... well i spent so much time on them, time that probably would have been better spent on FSA

But I tell you if there is anything you need to watch Schweser videos for, it is SWAPS...

they do such a good job with it.

I had tried to read it from CFAI and from Schweser, both times found it chinese.

After simply watching the Schweser video, I solved all EOC correctly before even reading!